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There are 4508 results for: content related to: Evidence of Predictable Behavior of Security Returns

  1. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  2. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  3. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Article first published online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  4. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  5. Robust Financial Contracting and the Role of Venture Capitalists

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 371–402, ANAT R. ADMATI and PAUL PFLEIDERER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05146.x

  6. Convertible Securities and Venture Capital Finance

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1139–1166, Klaus M. Schmidt

    Article first published online : 6 MAY 2003, DOI: 10.1111/1540-6261.00561

  7. Stock Valuation and Learning about Profitability

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1749–1789, Ľuboš Pástor and Veronesi Pietro

    Article first published online : 11 SEP 2003, DOI: 10.1111/1540-6261.00587

  8. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  9. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  10. Latent Assets

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 709–730, MICHAEL J. BRENNAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05102.x

  11. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  12. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1715–1742, RAFAEL LA PORTA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x

  13. Internal versus External Financing: An Optimal Contracting Approach

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1033–1062, Roman Inderst and Holger M. Müller

    Article first published online : 6 MAY 2003, DOI: 10.1111/1540-6261.00557

  14. Financing and Advising: Optimal Financial Contracts with Venture Capitalists

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2059–2085, Catherine Casamatta

    Article first published online : 11 SEP 2003, DOI: 10.1111/1540-6261.00597

  15. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  16. Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 279–324, ANJAN V. THAKOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05210.x

  17. Financial Contracting and Leverage Induced Over- and Under-Investment Incentives

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 765–794, ELAZAR BERKOVITCH and E. HAN KIM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05105.x

  18. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  19. Empirical Tests of the Consumption-Oriented CAPM

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 231–262, DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS and ROBERT H. LITZENBERGER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05056.x

  20. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501